Differential Equations and Linear Algebra

Gilbert Strang
Wellesley-Cambridge Press, Wellesley, MA, 2014
502 pp.,hardcover ISBN 978-0-9802327-9-0
http://math.mit.edu/dela/
Theres no doubt that Gilbert Strang is a master teacher and an enthusiastic evangelist
for his perceptive vision of where applied math should be headed. After a half century and ten
editions of Boyce and DiPrima, theres a pile of reasons (and ways) to change the typical first
course in differential equations. One good idea is to combine that course with one on linear
algebra, which occurred quite some time ago to Kreider, Kuller, Ostberg, and Perkins and to
Hirsch and Smale, among others. Now, however, we have MATLAB and Maple, the Singular
Value Decomposition, and the fast Fourier transform! Some experimentation with technology
and computing uncovers the practical importance of differential equations. Students tend to
learn the method of Frobenius and about specific special functions later, perhaps encountering
them in a course in engineering, biology, or finance. They ultimately also learn that nonlinearity
must be faced. This is hinted at by the books attractive cover illustration (by two artistic SIAM
staff members), which relates pictures of the Lorenz attractor from a Portuguese grad student.
As youd expect, the emphasis here is linear differential equations with constant
coefficients. Honestly, there arent many variable coefficient ODEs that we can handle
analytically, though it is certainly fun to solve one. Numerical methods for initial value problems
are, admittedly, very successful and the resulting portraits provide immediate understanding of
solution behavior. Moreover, the powerful underlying ATA philosophy employed carries over to
using eigenvalues and eigenvectors to solve boundary value problems for Laplaces equation
and other partial differential equations, analytically and via finite differences. Most sophomores
would not have realized this without Strangs insistence. Using Fourier series and Fourier and
Laplace transforms brings the focus successfully back to the classical syllabus. Meanwhile,
however, one has figured out many matrix decompositions, how to use delta and transfer
functions, and has understood critical ideas like stability and stiffness. The exercises, which
include challenge problems, look interesting, and extensive backup resources from MIT
websites are available.
As with Strangs linear algebra books, now in their fourth edition, this text is destined to
have a big impact on differential equations courses and applied math education. Its
conversational presentation, breadth, and provocative problems will even appeal to students,
who typically read little of the book assigned. Those who teach differential equations should
definitely give Strangs approach serious consideration. Once again, hes making us think!

ROBERT E. OMALLEY, JR.

University of Washington

SIAM REVIEW VOL. 56, ISSUE 4 (DECEMBER 2014) PP. 72122.